Originally produced for the 2002 World Horror Convention, this slim (it's less than 60 pages) and whimsical volume is a delightful read. Strangeness piles on strangeness, as both authors out do each other in inventiveness and off-screen menace. There's plenty of deadpan humour here, and off beat (almost off screen) references to Lovecraftian nightmares hiding just out of sight. What is it about the smell of the Church of the Sailor Return'd with its icthoid symbols, or the clocks in The House of Clocks (visit on the hour for an unforgettable experience). Other delights include a Petting Zoo, and what to do if pursued by the ticking crocodile.
Wolfe and Gaiman manage to mix elements from many different strands of horror and fantasy into their little book. If you enjoy Edward Gorey's books, or remember the Adams Family affectionately then you're going to have fun in Gaiman's and Wolfe's playground (if not in the Petting Zoo). A Walking Tour Of The Shambles comes from American Fantasy Press, and it can be ordered directly from the publisher's web site.
If you end up in The Shambles this is likely to be the last book you'll ever need. Even if you don't, it's very much worth tracking down and devouring. Just don't cook the recipes in the back, or attempt to track down the contents of the bibliography...
Don't say you haven't been warned.